Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5944	3.98
$α$	0.2197	8.92
$β$	0.7088	26.17
$γ_{1}$	-0.0230	-0.19
$γ_{2}$	0.2907	1.49
$γ_{3}$	-0.5347	-3.30
$γ_{4}$	0.3476	2.56
$γ_{5}$	-0.1100	-1.09
$γ_{6}$	0.1003	1.06
$γ_{7}$	-0.2641	-2.62
$γ_{8}$	0.5678	4.37

V-Lab

Shin-Nihon Tatemono Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shin-Nihon Tatemono Co Ltd Analyses